James,
I know what was the problem. I have a Page1.ASP that has the function. When a link is clicked on this page, it was supposed to call this function but it failed. Before I ran my new setup.exe, I changed the Page1.ASP to call Page2.asp and create the COM Object on Page2.asp. And everything works. My next question is do you know a way to do this without having the Page2.asp? Thanks for all the suggestion.

Wan